Indeed no. According to the Tale of Years the Nazgul appeared first in the year 2251 SA. The Istari came over the seas when about 1000 years had passed in the TA.
Only one thing is said that I know of about the fates of the Blue Wizards. It is in UT - Istari - Note 3. I guess it's in the letters as well, but I don't have them yet.
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In a letter written in 1958 my father said that he knew nothing clearly about 'the other two', since they were not concerned in the history of the North-west of Middle-earth. 'I think,' he wrote, 'they went as emissaries to distant regions, East and South, far out of Númenórean range: missionaries to "enemy-occupied" lands, as it were. What success they had I do not know, but I fear that they failed as Saruman did, though doubtless in different ways; and I suspect they were founders or beginners of secret cults and "magic" traditions that outlasted the fall of Sauron.'
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Namarië,
lathspell
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'You?' cried Frodo.
'Yes, I, Gandalf the Grey,' said the wizard solemnly. 'There are many powers in the world, for good or for evil. Some are greater than I am. Against some I have not yet been measured. But my time is coming.'
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